+41.7%
TTWO vs SW
+48.2%
-6.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | +8.0% | +1.8% | +6.1% | +7.8% |
| 30D | -2.8% | +7.0% | -9.9% | -3.3% |
| 3M | -15.9% | -7.6% | -8.2% | -15.5% |
| 6M | -5.9% | +8.5% | -14.5% | -6.4% |
| YTD | -19.0% | +17.7% | -36.7% | -20.4% |
| 1Y | -10.6% | +27.1% | -37.7% | -12.8% |
| 3Y | +41.7% | +48.2% | -6.5% | +42.6% |
| All | +41.7% | +48.2% | -6.5% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling